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» Characteristics of networks in financial markets
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CPHYSICS
2007
91views more  CPHYSICS 2007»
13 years 4 months ago
Characteristics of networks in financial markets
We investigate the financial network of the Korea Stock Exchange (KSE) using numerical simulations and scaling arguments. The frequency of degree and the edge density for a real ...
Kyungsik Kim, Soo Yong Kim, Deock-Ho Ha
HICSS
2003
IEEE
132views Biometrics» more  HICSS 2003»
13 years 10 months ago
Markets for Reliability and Financial Options in Electricity: Theory to Support the Practice
The underlying structure of why and how consumers value reliability of electric service is explored, together with the technological options and cost characteristics for the provi...
Timothy Mount, William Schulze, Richard E. Schuler
ISNN
2007
Springer
13 years 11 months ago
Pattern-Oriented Agent-Based Modeling for Financial Market Simulation
The paper presents a pattern-oriented agent-based model to simulate the dynamics of a stock market. The model generates satisfactory market macro-level trend and volatility while t...
Chi Xu, Zheru Chi
HICSS
2003
IEEE
173views Biometrics» more  HICSS 2003»
13 years 10 months ago
Business-to-Business Value Drivers and eBusiness Infrastructures in Financial Services: Collaborative Commerce Across Global Mar
This paper examines the value drivers and e-business infrastructures for collaborative commerce across two distinct types of business-to-business governance arrangements in Financ...
Alea M. Fairchild, Ryan Peterson
EOR
2006
104views more  EOR 2006»
13 years 4 months ago
Financial networks with intermediation: Risk management with variable weights
: In this paper, we develop a framework for the modeling, analysis, and computation of solutions to multitiered financial network problems with intermediaries in which both the sou...
Anna Nagurney, Ke Ke